The conundrum of stock versus bond prices
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References listed on IDEAS
- Frederic S. Mishkin, 1991.
"Asymmetric Information and Financial Crises: A Historical Perspective,"
NBER Chapters, in: Financial Markets and Financial Crises, pages 69-108,
National Bureau of Economic Research, Inc.
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- Maslov, Sergei & Mills, Mark, 2001. "Price fluctuations from the order book perspective—empirical facts and a simple model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 234-246.
- Sergei Maslov & Mark Mills, 2001. "Price fluctuations from the order book perspective - empirical facts and a simple model," Papers cond-mat/0102518, arXiv.org.
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- Masazumi Hattori & Koji Koyama & Tatsuya Yonetani, 2001. "Analysis of credit spread in Japan's corporate bond market," BIS Papers chapters, in: Bank for International Settlements (ed.), The changing shape of fixed income markets: a collection of studies by central bank economists, volume 5, pages 113-146, Bank for International Settlements.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mihaela NICOLAU, 2010.
"Financial Markets Interactions between Economic Theory and Practice,"
Economics and Applied Informatics,
"Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 27-36.
- Nicolau, Mihaela, 2010. "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper 27322, University Library of Munich, Germany.
- Roehner, Bertrand M., 2005. "Stock markets are not what we think they are: the key roles of cross-ownership and corporate treasury stock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 347(C), pages 613-625.
More about this item
KeywordsStock prices; Bond prices; Spreads; Stock crashes;
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